OPEN-SOURCE SCRIPT
Telah dikemas kini Garman-Klass-Yang-Zhang Historical Volatility Bands [Loxx]

Garman-Klass-Yang-Zhang Historical Volatility Bands [Loxx] are constructed using:
What is Garman-Klass-Yang-Zhang Historical Volatility?
Yang and Zhang derived an extension to the Garman Klass historical volatility estimator that allows for opening jumps. It assumes Brownian motion with zero drift. This is currently the preferred version of open-high-low-close volatility estimator for zero drift and has an efficiency of 8 times the classic close-to-close estimator. Note that when the drift is nonzero, but instead relative large to the volatility, this estimator will tend to overestimate the volatility. The Garman-Klass-Yang-Zhang Historical Volatility calculation is as follows:
GKYZHV = sqrt((Z/n) * sum((log(open(k)/close(k-1)))^2 + (0.5*(log(high(k)/low(k)))^2) - (2*log(2) - 1)*(log(close(k)/open(2:end)))^2))
The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white.
Included
Related Indicators
Garman & Klass Estimator Historical Volatility Bands [Loxx]
![Garman & Klass Estimator Historical Volatility Bands [Loxx]](https://s3.tradingview.com/6/6vG4XTPr_mid.png)
- Average as the middle line.
- Upper and lower bands using the Garman-Klass-Yang-Zhang Historical Volatility Bands [Loxx] for bands calculation.
What is Garman-Klass-Yang-Zhang Historical Volatility?
Yang and Zhang derived an extension to the Garman Klass historical volatility estimator that allows for opening jumps. It assumes Brownian motion with zero drift. This is currently the preferred version of open-high-low-close volatility estimator for zero drift and has an efficiency of 8 times the classic close-to-close estimator. Note that when the drift is nonzero, but instead relative large to the volatility, this estimator will tend to overestimate the volatility. The Garman-Klass-Yang-Zhang Historical Volatility calculation is as follows:
GKYZHV = sqrt((Z/n) * sum((log(open(k)/close(k-1)))^2 + (0.5*(log(high(k)/low(k)))^2) - (2*log(2) - 1)*(log(close(k)/open(2:end)))^2))
The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white.
Included
- Alerts
- Signals
- Loxx's Expanded Source Types
- Bar coloring
Related Indicators
Garman & Klass Estimator Historical Volatility Bands [Loxx]
![Garman & Klass Estimator Historical Volatility Bands [Loxx]](https://s3.tradingview.com/6/6vG4XTPr_mid.png)
Nota Keluaran
Garman-Klass-Yang-Zhang Historical Volatility isn't meant for intraday time frames, but you can use this for intraday now. You'll have to adjust the multiplier value to accommodate the asset. Forex will generally require a number of 10, other tickers a value of 100. Low sat coins a value less than 1 but greater than 0. Nota Keluaran
Updated to handle all timeframes and all tickers. gkyzvol() returns the pre-annualized percent volatility value to be injected into the bands calculation. enjoy!Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
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Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Public Telegram Group, t.me/algxtrading_public
VIP Membership Info: patreon.com/algxtrading/membership
VIP Membership Info: patreon.com/algxtrading/membership
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.